Laurence Daures-Lescourret|Laurence DAURES, Laurence DAURES-LESCOURRET, Laurence LESCOURRET

Laurence Daures-Lescourret|Laurence DAURES, Laurence DAURES-LESCOURRET, Laurence LESCOURRET

École Supérieure des Sciences Économiques et Commerciales ESSEC - / France
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 4519678
ESSEC Business School
person_outline Laurence Daures-Lescourret|Laurence DAURES, Laurence DAURES-LESCOURRET, Laurence LESCOURRET's MOST POPULAR ARTICLES
1-) Intra-daily variations in volatility and transaction costs in the credit default swap marketA FulopAvailable at SSRN 1509323, 200942*2009
2-) Extreme dependence of multivariate catastrophic lossesL Lescourret, CY RobertScandinavian Actuarial Journal 2006 (4), 203-225, 2006332006
3-) Fragmentation and strategic market-makingL Daures-Lescourret, S MoinasJournal of Financial and Quantitative Analysis 58 (4), 1675-1700, 202320*2023
4-) Click first or last? Strategic order submission during the Euronext preopening sessionS Boussetta, L Daures, S Moinas[Sl]: SSRN, 202320*2023
5-) Information sharing, liquidity and transaction costsT Foucault, L LescourretFinance 24, 45-78, 2003202003